Mean-square A-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations

Author： Abdulle A.   Vilmart G.   Zygalakis K.  

Publisher： Springer Publishing Company

ISSN： 0006-3835

Source： Bit Numerical Mathematics, Vol.53, Iss.4, 2013-12, pp. : 827-840

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